Sequential probability ratio test for many simple hypotheses on parameters of time series with trend
The problem of sequential test for many simple hypotheses on parameters of time series with trend is considered. Two approaches, including M-ary sequential probability ratio test and matrix sequential probability ratio test are used for constructing the sequential test. The sufficient conditions of...
| Main Authors: | , |
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| Format: | Article |
| Language: | Belarusian |
| Published: |
Belarusian State University
2019-04-01
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| Series: | Журнал Белорусского государственного университета: Математика, информатика |
| Subjects: | |
| Online Access: | https://journals.bsu.by/index.php/mathematics/article/view/928 |